Because it is a big deal and somewhat complicated with a Lightning port equipped iPad!
You can purchase either any USB/USB-C flash drive stick or any USB-C SSD ( Solid State flash memory Drive ).
SSDs, unlike older, old school data storage hard drives are less power hungry and have no moving/spinning, electro-mechanical parts that need lots of power to operate.
Popular SSDs are from SanDisk/Western Digital, Samsung, Seagate.
Regular, “Old Skool” mechanical spinning hard drives WILL need/require additional external power support for these drives to work with ANY iPad model.
Mechanical, spinning platter hard drives use too much power and cannot be powered by the just the iPad’s own internal power alone.
Then, you need to purchase the actual, genuine Apple Lightning to USB-3 camera adapter, from Apple, and plug that adapter into external power using your iPad charge cable and Apple power/charging block!
https://www.apple.com/shop/product/MK0W2/lightning-to- usb-3-camera-adapter?fnode=37
You NEED TO PURCHASE THIS EXACT genuine Apple adapter above!!!
This is THE ONLY adapter that works!
Cheaper ( cheap in price and quality ) third party “knockoff” adapters WILL NOT WORK!!!!
With Lightning connector equipped iPads, you need this adapter as it has a Lightning connector power connection to power both the iPad and to connect a commonplace USB flash memory drive or portable SSD drive.
Without the additional power to the iPad, USB flash drives and portable SSD drives will NOT work with older iPads with the Lightning connector.
The Lightning connector alone cannot convey the,necessary power requirements needed for normal USB style flash memory drives.
YOU NEED TO CONNECT AN EXTERNAL POWER SOUCE TO THIS ADAPTER for that adapter to work with ANY externally connected drive!!! Even to get any standard USB flash memory drives to work on older Lightning connector equipped iPads.
For external power sources, you CAN even use portable, carry-able, rechargeable power banks that can be found everywhere online ( try Amazon ) that can power the iPad and external drives, as well.
There are lots of YouTube videos that discuss and demonstrate this.
Here are just two references, as an example.
YouTube video references
https://youtu.be/1Jm-xcrbFy8
https://youtu.be/8iHc1mc5SJE
You must use a full Mac or Windows PC computer to do the re-formatting of any external drive to use with iPad/iPhone/iOS/iPadOS.
My experiences have recommended that any external drive needing to be used with ANY Apple iPadOS device really needs to be formatted on an Apple Mac computer to ensure/insure correct operation.
If NO Mac computer, find and family member or friend that owns a Mac to possibly help you format this drive
OR
You need to search online for your nearest, “local” Apple store location and call contact phone numbers and call to make an appointment to ANY external drive you have properly format by Apple employees who have access to a Mac.
They will be glad to assist you.
In addition, the external drive needs to be formatted using a single data drive partition into one of these file/data formats below.
Apple Mac computer native drive formats - APFS ( Apple Proprietary File System ) OR Apple HFS+ ( Hierarchical File System+ )
Fat 32
exFAT
Apple Website external drive help links here.
https://support.apple.com/en-gb/guide/ipad/ipad1c415e32/ipados
https://support.apple.com/guide/ipad/external-storage-devices-ipad75b7b23f/14.0/ipados/14.0
Good Luck!